Empty can of pie filling on a plastic cutting board and coarsely chop apples in 1/2 to 1/3’s. Scoop chopped up apples and filling into bowl. Place tablespoon of filling in center of wonton. Moisten four corners of the wonton lightly with water on fingertip and bring up four corners and pinch together. Do not worry about gaps. Continue until all the wontons are full.
Pour oil to a depth of about one inch in heavy stockpot. Heat to 350 degrees. Working in batches using tongs place apple wontons in oil pinched sides up. Cook 60-90 seconds or until golden brown. Remove from oil and place on paper towels pinched sides down to drain.
Add butter, whipping cream, brown sugar and vanilla to saucepan over low heat. Cook until brown sugar is dissolved and sauce is combined & warm; stirring frequently.
Serve sauce with apple wontons.
Keep extra wontons covered with moistened paper towels while you are working.